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Theme Landscape

Investment horizon:

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This theme covers publically traded close-end funds and other entities backed by different types of diversified investments in USA. To change this theme or its current investment horizon please use the panel above and then hit the 'Optimize This Theme' button to continue

Risk and return landscape for Diversified Assets

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Hypothetical Portfolio

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Daily Expected Return (%)

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Risk [Daily Volatility] (%)

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Assets rated by market efficiency

		Efficiency (Sharpe Ratio)	Risk (Volatility)	Expected Return	Current Price	Advice *
GDV	Gabelli Dividend Income Trust	0.51%	0.45%	0.24%	20.10	Hold
RVT	Royce Value Trust Inc	0.49%	0.68%	0.34%	15.67	Buy
GAB	Gabelli Equity Trust Inc	0.47%	0.68%	0.33%	6.97	Strong Hold
NDAQ	The Nasdaq OMX Group Inc	0.30%	0.99%	0.31%	30.72	Strong Buy
ADX	The Adams Express Company	0.29%	0.58%	0.18%	12.27	Strong Buy
USA	Liberty All Star Equity Fund	0.23%	0.73%	0.18%	5.35	Strong Buy
ETY	Eaton Vance TaxManaged Diversified Equity Income Fund	0.22%	0.62%	0.15%	10.62	Strong Buy
NYX	NYSE Euronext Inc	0.16%	0.93%	0.16%	39.64	Strong Buy
ETW	Eaton Vance TaxManaged Global BuyWrite Opportunities Fund	0.11%	0.67%	0.08%	11.48	Strong Buy
MAIN	Main Street Capital Corporation	0.02%	1.54%	0.04%	29.72	Strong Hold
AINV	Apollo Investment Corporation	0.02%	1.22%	0.03%	8.58	Strong Buy
EVV	Eaton Vance Limited Duration Income Fund	0.01%	0.54%	0.01%	17.50	Strong Hold
AWF	AllianceBernstein Global High Income Fund Inc	0.01%	0.42%	0.01%	16.78	Strong Hold
DNP	DNP Select Income Fund Inc	0.01%	0.58%	0.00%	10.52	Strong Buy
GIM	Templeton Global Income Fund Inc	0.04%	0.53%	0.01%	9.51	Strong Buy
ICH	Investors Capital Holdings Ltd	0.04%	3.93%	0.13%	3.67	Hold
APO	Apollo Global Management LLC	0.05%	2.85%	0.13%	25.04	Strong Hold
NUV	Nuveen Municipal Value Fund Inc	0.12%	0.44%	0.04%	10.29	Strong Hold
PVD	Administradora de Fondos de Pensiones Provida SA	0.25%	1.54%	0.38%	94.75	Buy
ACG	AllianceBernstein Income Fund Inc	0.26%	0.33%	0.08%	8.18	Strong Hold

* Advice is based on 30 days investment horizon and default level of risk. Use Portfolio Analizer to fine-tune all your assumptions. Check your current assumptions here

Total return distribution analysis

Predicted Return Density

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Returns

Market

Portfolio

Alpha (Return Over Market)

(0.15)

Beta (Market Sensitivity)

0.75

Efficiency (Sharpe Ratio)

(0.03)

Risk (Volatility)

0.73

Expected Return

(0.01)

Technical analysis of total daily returns

Risk Adjusted Performance	0.0685
Market Risk Adjusted Performance	0.0821
Mean Deviation	0.3788
Semi-Deviation	0.5331
Downside Deviation	0.6381
Coefficient Of Variation	829.72
Standard Deviation	0.5318
Variance	0.2828
Information Ratio	(0.22)
Jensen Alpha	(0.08)
Total Risk Alpha	(0.11)
Sortino Ratio	(0.19)
Treynor Ratio	0.0721
Maximum Drawdown	2.37
Value At Risk	(0.89)

Diversified Assets Correlation Analysis

	MAIN	GIM	ADX	PVD	AWF	USA	APO	EVV	ACG	DNP	AINV	RVT	GAB	ETY	ETW	NDAQ	GDV	NYX
MAIN		-0.02	0.46	0.07	0.13	0.59	0.58	0.41	0.07	0.69	0.24	0.51	0.0	0.5	0.46	0.22	0.38	-0.03
GIM	-0.02		0.07	0.44	0.16	0.07	-0.03	0.35	0.33	0.06	0.24	0.17	0.36	0.39	0.15	0.28	-0.17	0.15
ADX	0.46	0.07		0.37	-0.1	0.52	0.56	-0.14	0.18	0.65	0.36	0.51	0.21	0.58	0.64	0.62	0.43	0.34
PVD	0.07	0.44	0.37		0.11	0.33	0.29	0.18	0.14	0.24	0.41	0.41	0.32	0.61	0.73	0.41	0.42	0.51
AWF	0.13	0.16	-0.1	0.11		0.15	-0.12	0.44	0.18	0.01	0.33	0.05	0.2	0.18	-0.03	-0.13	-0.14	-0.26
USA	0.59	0.07	0.52	0.33	0.15		0.57	0.16	0.32	0.57	0.31	0.64	0.24	0.62	0.53	0.54	0.57	0.18
APO	0.58	-0.03	0.56	0.29	-0.12	0.57		0.09	0.34	0.49	0.2	0.54	0.32	0.7	0.71	0.4	0.38	0.24
EVV	0.41	0.35	-0.14	0.18	0.44	0.16	0.09		0.12	0.02	0.34	0.16	0.14	0.35	0.12	0.15	-0.21	-0.02
ACG	0.07	0.33	0.18	0.14	0.18	0.32	0.34	0.12		0.19	0.21	0.22	0.08	0.36	0.32	0.33	-0.14	0.23
DNP	0.69	0.06	0.65	0.24	0.01	0.57	0.49	0.02	0.19		0.13	0.39	-0.07	0.46	0.57	0.36	0.36	0.3
AINV	0.24	0.24	0.36	0.41	0.33	0.31	0.2	0.34	0.21	0.13		0.38	0.01	0.57	0.55	0.5	-0.02	0.33
RVT	0.51	0.17	0.51	0.41	0.05	0.64	0.54	0.16	0.22	0.39	0.38		0.39	0.59	0.48	0.65	0.49	0.18
GAB	0.0	0.36	0.21	0.32	0.2	0.24	0.32	0.14	0.08	-0.07	0.01	0.39		0.45	0.16	0.28	0.18	0.05
ETY	0.5	0.39	0.58	0.61	0.18	0.62	0.7	0.35	0.36	0.46	0.57	0.59	0.45		0.83	0.62	0.21	0.37
ETW	0.46	0.15	0.64	0.73	-0.03	0.53	0.71	0.12	0.32	0.57	0.55	0.48	0.16	0.83		0.5	0.38	0.57
NDAQ	0.22	0.28	0.62	0.41	-0.13	0.54	0.4	0.15	0.33	0.36	0.5	0.65	0.28	0.62	0.5		0.15	0.6
GDV	0.38	-0.17	0.43	0.42	-0.14	0.57	0.38	-0.21	-0.14	0.36	-0.02	0.49	0.18	0.21	0.38	0.15		0.07
NYX	-0.03	0.15	0.34	0.51	-0.26	0.18	0.24	-0.02	0.23	0.3	0.33	0.18	0.05	0.37	0.57	0.6	0.07

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Correlation Matchups

High positive correlations

ETW	+ 0.83	ETY
ETW	+ 0.73	PVD
ETW	+ 0.71	APO
ETY	+ 0.7	APO
DNP	+ 0.69	MAIN
DNP	+ 0.65	ADX
NDAQ	+ 0.65	RVT
ETW	+ 0.64	ADX

Insignificant Correlation

GAB	- 0.0	MAIN
GIM	- 0.02	MAIN
NYX	- 0.02	EVV
GDV	- 0.02	AINV

GAB	+ 0.0	MAIN
GAB	+ 0.01	AINV
DNP	+ 0.01	AWF
DNP	+ 0.02	EVV

High negative correlations

NYX	- 0.26	AWF
GDV	- 0.21	EVV
GDV	- 0.17	GIM
GDV	- 0.14	ACG
GDV	- 0.14	AWF
EVV	- 0.14	ADX
NDAQ	- 0.13	AWF
APO	- 0.12	AWF

Weakest Diversification

Strongest Diversification

Weakest Diversification

Assets performance indicators

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Information Ratio	Expected Shortfall	Potential Upside	Value At Risk	Maximum Drawdown
MAIN	1.07	(0.17)	(0.06)	0.02	2.31	(0.09)	(0.88)	1.84	(3.49)	6.48	Backtest
GIM	0.43	(0.08)	(0.30)	(0.07)	0.67	(0.36)	(0.42)	0.73	(0.93)	1.97	Backtest
ADX	0.46	0.01	(0.01)	0.19	0.24	(0.01)	(0.56)	1.01	(0.57)	1.78	Backtest
ICH	2.50	(0.15)	(0.08)	(4.66)	4.03	(0.08)	(3.24)	2.91	(3.88)	13.13	Backtest
PVD	0.83	(0.65)	(0.24)	(0.26)	3.30	(0.36)	(0.39)	0.67	(1.90)	8.20	Backtest
AWF	0.33	0.00	(0.38)	0.07	0.41	(0.41)	(0.34)	0.72	(0.59)	1.54	Backtest
USA	0.56	0.04	(0.01)	0.22	0.49	(0.0093)	(0.68)	1.17	(0.74)	2.71	Backtest
APO	2.35	(0.66)	(0.08)	(0.05)	3.76	(0.11)	(2.01)	3.58	(4.82)	8.66	Backtest
EVV	0.40	(0.01)	(0.26)	0.05	0.54	(0.30)	(0.46)	0.75	(0.91)	2.00	Backtest
NUV	0.38	(0.07)	(0.45)	(0.66)	0.54	(0.50)	(0.41)	0.58	(0.77)	1.45	Backtest
ACG	0.25	(0.12)	(0.60)	(0.46)	0.52	(0.77)	(0.28)	0.37	(0.60)	1.33	Backtest
DNP	0.41	(0.11)	(0.27)	(0.01)	0.57	(0.31)	(0.50)	0.66	(0.86)	2.93	Backtest
AINV	0.97	(0.14)	(0.09)	0.03	1.39	(0.12)	(1.01)	1.41	(2.38)	4.49	Backtest
RVT	0.54	0.19	0.32	0.41	0.00	0.23	(0.78)	1.70	(0.57)	2.73	Backtest
GAB	0.49	0.23	0.19	0.61	0.00	0.21	(0.61)	1.69	(0.74)	2.64	Backtest
ETY	0.46	(0.01)	(0.04)	0.16	0.60	(0.06)	(0.51)	0.87	(0.87)	2.62	Backtest
ETW	0.46	(0.07)	(0.10)	0.09	0.62	(0.15)	(0.64)	0.97	(0.61)	3.18	Backtest
NDAQ	0.84	0.05	0.16	0.21	0.40	0.12	(1.08)	1.64	(1.05)	3.65	Backtest
GDV	0.37	0.18	0.20	0.79	0.00	0.13	(0.51)	1.10	(0.35)	1.53	Backtest
NYX	0.72	0.01	(0.03)	0.19	0.48	(0.02)	(0.85)	1.70	(0.97)	3.90	Backtest

Theme Landscape

Risk and return landscape for Diversified Assets

Assets rated by market efficiency

Total return distribution analysis

Technical analysis of total daily returns

Diversified Assets Correlation Analysis

Correlation Matchups

High positive correlations

Insignificant Correlation

High negative correlations

Weakest Diversification

Strongest Diversification

Weakest Diversification

Assets performance indicators

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